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View Outliers PnL Drill-Down: SAVE241122P00002000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-10-21	SAVE	SAVE241122P00002000	2.00	104.0	16.000	2.289	0.568	0.3	0.0	-0.100	0.640	0.380	0.45	2.25	2024-11-22	PUT	Long	0.411	0.601	0.531

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	SAVE	1.000	0.126	2.515	0.535	2.515	1.300	0.69	-0.083	0.0000	0.13	16.84	21	1y	2.39

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$2.12	0.94	-2.29	0.45	1.05	2.25	0.13	0.60	$60.00	45.00	31	200.0	2317.000	2.12	2024-11-21
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$2.10	0.93	-2.29	0.45	1.05	2.25	0.15	0.60	$60.00	45.00	30	200.0	2317.000	2.10	2024-11-20
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$2.10	0.93	-2.29	0.45	1.05	2.25	0.15	0.60	$60.00	45.00	29	200.0	2317.000	2.10	2024-11-19
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$1.17	0.52	-2.29	0.45	1.05	2.25	1.08	0.60	$60.00	45.00	28	200.0	2317.000	1.17	2024-11-18
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$1.17	0.52	3.15	0.45	1.05	2.25	1.08	0.60	$60.00	45.00	27	200.0	2287.000	1.17	2024-11-17
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.60	1.33	$1.17	0.52	2.65	0.45	1.05	2.25	1.08	0.60	$60.00	45.00	26	200.0	2287.000	1.17	2024-11-16
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.59	1.31	$1.17	0.52	1.70	0.45	1.04	2.25	1.08	0.59	$59.00	45.00	25	199.0	2287.000	1.17	2024-11-15
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.35	0.78	$0.93	0.41	1.24	0.45	0.80	2.25	1.32	0.35	$35.00	45.00	24	124.0	2248.000	0.93	2024-11-14
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$0.48	1.07	$0.94	0.42	2.02	0.45	0.93	2.25	1.31	0.48	$48.00	45.00	23	2445.0	3042.000	0.94	2024-11-13
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.35	-0.78	$-0.97	-0.43	0.32	0.45	0.10	2.25	3.22	-0.35	$-35.00	45.00	22	236.0	2859.000	-0.97	2024-11-12
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.36	-0.80	$-1.14	-0.51	0.41	0.45	0.09	2.25	3.39	-0.36	$-36.00	45.00	21	1356.0	2448.000	-1.14	2024-11-11
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.30	-0.67	$-0.45	-0.20	0.09	0.45	0.15	2.25	2.70	-0.30	$-30.00	45.00	20	252.0	2349.000	-0.45	2024-11-10
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.30	-0.67	$-0.45	-0.20	0.01	0.45	0.15	2.25	2.70	-0.30	$-30.00	45.00	19	252.0	2349.000	-0.45	2024-11-09
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.32	-0.71	$-0.42	-0.19	-0.18	0.45	0.13	2.25	2.67	-0.32	$-32.00	45.00	18	180.0	2349.000	-0.42	2024-11-08
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.31	-0.69	$-0.47	-0.21	-0.15	0.45	0.14	2.25	2.72	-0.31	$-31.00	45.00	17	870.0	2777.000	-0.47	2024-11-07
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.26	-0.58	$-0.48	-0.21	0.05	0.45	0.19	2.25	2.73	-0.26	$-26.00	45.00	16	22.0	2269.000	-0.48	2024-11-06
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.20	-0.44	$-0.26	-0.12	-0.10	0.45	0.25	2.25	2.51	-0.20	$-20.00	45.00	15	124.0	2209.000	-0.26	2024-11-05
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.18	-0.40	$-0.09	-0.04	-0.06	0.45	0.27	2.25	2.34	-0.18	$-18.00	45.00	14	102.0	2133.000	-0.09	2024-11-04
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.20	-0.44	$-0.22	-0.10	-0.20	0.45	0.25	2.25	2.47	-0.20	$-20.00	45.00	11	54.0	2092.000	-0.22	2024-11-01
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.15	-0.33	$-0.15	-0.07	0.05	0.45	0.30	2.25	2.40	-0.15	$-15.00	45.00	10	81.0	2026.000	-0.15	2024-10-31
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.15	-0.33	$-0.26	-0.12	-0.05	0.45	0.30	2.25	2.51	-0.15	$-15.00	45.00	9	148.0	1989.000	-0.26	2024-10-30
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.14	-0.31	$-0.35	-0.16	0.14	0.45	0.31	2.25	2.60	-0.14	$-14.00	45.00	8	219.0	1841.000	-0.35	2024-10-29
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.17	-0.38	$-0.62	-0.28	0.24	0.45	0.28	2.25	2.87	-0.17	$-17.00	45.00	7	725.0	1154.000	-0.62	2024-10-28
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.15	-0.33	$-0.54	-0.24	0.15	0.45	0.30	2.25	2.79	-0.15	$-15.00	45.00	6	1029.0	143.000	-0.54	2024-10-27
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.15	-0.33	$-0.54	-0.24	0.10	0.45	0.30	2.25	2.79	-0.15	$-15.00	45.00	5	1029.0	143.000	-0.54	2024-10-26
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.07	-0.16	$-0.17	-0.08	0.55	0.45	0.38	2.25	2.42	-0.07	$-7.00	45.00	3	73.0	148.000	-0.17	2024-10-24
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.14	-0.31	$-0.83	-0.37	0.12	0.45	0.31	2.25	3.08	-0.14	$-14.00	45.00	2	103.0	117.000	-0.83	2024-10-23
SAVE241122P00002000	SAVE	PUT	Long	2.00	None	$-0.01	-0.02	$0.14	0.06	-0.15	0.45	0.44	2.25	2.11	-0.01	$-1.00	45.00	1	64.0	99.000	0.14	2024-10-22
SAVE241122P00002000	SAVE	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	2.25	2.25	0.00	$0.00	45.00	0	104.0	16.000	-0.00	2024-10-21

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl